wehub-resource-sync
134 lines
3.4 KiB
Plaintext
134 lines
3.4 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"\n",
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"## Welcome to The QuantConnect Research Page\n",
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"#### Refer to this page for documentation https://www.quantconnect.com/docs/research/overview#\n",
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"#### Contribute to this template file https://github.com/QuantConnect/Lean/blob/master/Research/BasicQuantBookTemplate.ipynb"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## QuantBook Basics\n",
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"\n",
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"### Start QuantBook\n",
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"- Add the references and imports\n",
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"- Create a QuantBook instance"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Load in our startup script, required to set runtime for PythonNet\n",
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"%run ../start.py # %run start.py # in Dev Container"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Create an instance\n",
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"qb = QuantBook()\n",
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"\n",
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"# Select asset data\n",
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"spy = qb.AddEquity(\"SPY\")"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"### Historical Data Requests\n",
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"\n",
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"We can use the QuantConnect API to make Historical Data Requests. The data will be presented as multi-index pandas.DataFrame where the first index is the Symbol.\n",
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"\n",
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"For more information, please follow the [link](https://www.quantconnect.com/docs#Historical-Data-Historical-Data-Requests)."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"scrolled": true
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},
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"outputs": [],
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"source": [
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"# Gets historical data from the subscribed assets, the last 360 datapoints with daily resolution\n",
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"h1 = qb.History(qb.Securities.Keys, 360, Resolution.Daily)\n",
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"\n",
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"# Plot closing prices from \"SPY\" \n",
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"h1.loc[\"SPY\"][\"close\"].plot()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"### Indicators\n",
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"\n",
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"We can easily get the indicator of a given symbol with QuantBook. \n",
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"\n",
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"For all indicators, please checkout QuantConnect Indicators [Reference Table](https://www.quantconnect.com/docs#Indicators-Reference-Table)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Example with BB, it is a datapoint indicator\n",
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"# Define the indicator\n",
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"bb = BollingerBands(30, 2)\n",
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"\n",
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"# Gets historical data of indicator\n",
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"bbdf = qb.Indicator(bb, \"SPY\", 360, Resolution.Daily).data_frame\n",
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"\n",
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"# drop undesired fields\n",
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"bbdf = bbdf.drop('standarddeviation', 1)\n",
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"\n",
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"# Plot\n",
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"bbdf.plot()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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}
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